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 Markov Models


Optimal Baseline Corrections for Off-Policy Contextual Bandits

arXiv.org Artificial Intelligence

Additive control variates give rise to baseline corrections [16], regression adjustments [15], and doubly robust The off-policy learning paradigm allows for recommender systems estimators [13]. Multiplicative control variates lead to selfnormalised and general ranking applications to be framed as decision-making estimators [32, 59]. Previous work has proven that for problems, where we aim to learn decision policies that optimize off-policy learning tasks, the multiplicative control variates can an unbiased offline estimate of an online reward metric. With unbiasedness be re-framed using an equivalent additive variate [6, 30], enabling comes potentially high variance, and prevalent methods mini-batch optimization methods to be used. We note that the exist to reduce estimation variance. These methods typically make self-normalised estimator is only asymptotically unbiased: a clear use of control variates, either additive (i.e., baseline corrections or disadvantage for evaluation with finite samples. The common problem doubly robust methods) or multiplicative (i.e., self-normalisation). which most existing methods tackle is that of variance reduction Our work unifies these approaches by proposing a single framework in offline value estimation, either for learning or for evaluation. The built on their equivalence in learning scenarios. The foundation common solution is the application of a control variate, either multiplicative of our framework is the derivation of an equivalent baseline or additive [42].


Markowitz Meets Bellman: Knowledge-distilled Reinforcement Learning for Portfolio Management

arXiv.org Artificial Intelligence

Investment portfolios, central to finance, balance potential returns and risks. This paper introduces a hybrid approach combining Markowitz's portfolio theory with reinforcement learning, utilizing knowledge distillation for training agents. In particular, our proposed method, called KDD (Knowledge Distillation DDPG), consist of two training stages: supervised and reinforcement learning stages. The trained agents optimize portfolio assembly. A comparative analysis against standard financial models and AI frameworks, using metrics like returns, the Sharpe ratio, and nine evaluation indices, reveals our model's superiority. It notably achieves the highest yield and Sharpe ratio of 2.03, ensuring top profitability with the lowest risk in comparable return scenarios.


Imprecise Probabilities Meet Partial Observability: Game Semantics for Robust POMDPs

arXiv.org Artificial Intelligence

Partially observable Markov decision processes (POMDPs) rely on the key assumption that probability distributions are precisely known. Robust POMDPs (RPOMDPs) alleviate this concern by defining imprecise probabilities, referred to as uncertainty sets. While robust MDPs have been studied extensively, work on RPOMDPs is limited and primarily focuses on algorithmic solution methods. We expand the theoretical understanding of RPOMDPs by showing that 1) different assumptions on the uncertainty sets affect optimal policies and values; 2) RPOMDPs have a partially observable stochastic game (POSG) semantic; and 3) the same RPOMDP with different assumptions leads to semantically different POSGs and, thus, different policies and values. These novel semantics for RPOMDPS give access to results for the widely studied POSG model; concretely, we show the existence of a Nash equilibrium. Finally, we classify the existing RPOMDP literature using our semantics, clarifying under which uncertainty assumptions these existing works operate.


Certified Policy Verification and Synthesis for MDPs under Distributional Reach-avoidance Properties

arXiv.org Artificial Intelligence

Markov Decision Processes (MDPs) are a classical model for decision making in the presence of uncertainty. Often they are viewed as state transformers with planning objectives defined with respect to paths over MDP states. An increasingly popular alternative is to view them as distribution transformers, giving rise to a sequence of probability distributions over MDP states. For instance, reachability and safety properties in modeling robot swarms or chemical reaction networks are naturally defined in terms of probability distributions over states. Verifying such distributional properties is known to be hard and often beyond the reach of classical state-based verification techniques. In this work, we consider the problems of certified policy (i.e. controller) verification and synthesis in MDPs under distributional reach-avoidance specifications. By certified we mean that, along with a policy, we also aim to synthesize a (checkable) certificate ensuring that the MDP indeed satisfies the property. Thus, given the target set of distributions and an unsafe set of distributions over MDP states, our goal is to either synthesize a certificate for a given policy or synthesize a policy along with a certificate, proving that the target distribution can be reached while avoiding unsafe distributions. To solve this problem, we introduce the novel notion of distributional reach-avoid certificates and present automated procedures for (1) synthesizing a certificate for a given policy, and (2) synthesizing a policy together with the certificate, both providing formal guarantees on certificate correctness. Our experimental evaluation demonstrates the ability of our method to solve several non-trivial examples, including a multi-agent robot-swarm model, to synthesize certified policies and to certify existing policies.


Federated Control in Markov Decision Processes

arXiv.org Machine Learning

We study problems of federated control in Markov Decision Processes. To solve an MDP with large state space, multiple learning agents are introduced to collaboratively learn its optimal policy without communication of locally collected experience. In our settings, these agents have limited capabilities, which means they are restricted within different regions of the overall state space during the training process. In face of the difference among restricted regions, we firstly introduce concepts of leakage probabilities to understand how such heterogeneity affects the learning process, and then propose a novel communication protocol that we call Federated-Q protocol (FedQ), which periodically aggregates agents' knowledge of their restricted regions and accordingly modifies their learning problems for further training. In terms of theoretical analysis, we justify the correctness of FedQ as a communication protocol, then give a general result on sample complexity of derived algorithms FedQ-X with the RL oracle , and finally conduct a thorough study on the sample complexity of FedQ-SynQ. Specifically, FedQ-X has been shown to enjoy linear speedup in terms of sample complexity when workload is uniformly distributed among agents. Moreover, we carry out experiments in various environments to justify the efficiency of our methods.


Artificial Intelligence in the Autonomous Navigation of Endovascular Interventions: A Systematic Review

arXiv.org Artificial Intelligence

Purpose: Autonomous navigation of devices in endovascular interventions can decrease operation times, improve decision-making during surgery, and reduce operator radiation exposure while increasing access to treatment. This systematic review explores recent literature to assess the impact, challenges, and opportunities artificial intelligence (AI) has for the autonomous endovascular intervention navigation. Methods: PubMed and IEEEXplore databases were queried. Eligibility criteria included studies investigating the use of AI in enabling the autonomous navigation of catheters/guidewires in endovascular interventions. Following PRISMA, articles were assessed using QUADAS-2. PROSPERO: CRD42023392259. Results: Among 462 studies, fourteen met inclusion criteria. Reinforcement learning (9/14, 64%) and learning from demonstration (7/14, 50%) were used as data-driven models for autonomous navigation. Studies predominantly utilised physical phantoms (10/14, 71%) and in silico (4/14, 29%) models. Experiments within or around the blood vessels of the heart were reported by the majority of studies (10/14, 71%), while simple non-anatomical vessel platforms were used in three studies (3/14, 21%), and the porcine liver venous system in one study. We observed that risk of bias and poor generalisability were present across studies. No procedures were performed on patients in any of the studies reviewed. Studies lacked patient selection criteria, reference standards, and reproducibility, resulting in low clinical evidence levels. Conclusions: AI's potential in autonomous endovascular navigation is promising, but in an experimental proof-of-concept stage, with a technology readiness level of 3. We highlight that reference standards with well-identified performance metrics are crucial to allow for comparisons of data-driven algorithms proposed in the years to come.


Automated Computation of Therapies Using Failure Mode and Effects Analysis in the Medical Domain

arXiv.org Artificial Intelligence

Failure mode and effects analysis (FMEA) is a systematic approach to identify and analyse potential failures and their effects in a system or process. The FMEA approach, however, requires domain experts to manually analyse the FMEA model to derive risk-reducing actions that should be applied. In this paper, we provide a formal framework to allow for automatic planning and acting in FMEA models. More specifically, we cast the FMEA model into a Markov decision process which can then be solved by existing solvers. We show that the FMEA approach can not only be used to support medical experts during the modelling process but also to automatically derive optimal therapies for the treatment of patients.


The Role of Predictive Uncertainty and Diversity in Embodied AI and Robot Learning

arXiv.org Artificial Intelligence

Uncertainty has long been a critical area of study in robotics, particularly when robots are equipped with analytical models. As we move towards the widespread use of deep neural networks in robots, which have demonstrated remarkable performance in research settings, understanding the nuances of uncertainty becomes crucial for their real-world deployment. This guide offers an overview of the importance of uncertainty and provides methods to quantify and evaluate it from an applications perspective.


ClothPPO: A Proximal Policy Optimization Enhancing Framework for Robotic Cloth Manipulation with Observation-Aligned Action Spaces

arXiv.org Artificial Intelligence

Vision-based robotic cloth unfolding has made great progress recently. However, prior works predominantly rely on value learning and have not fully explored policy-based techniques. Recently, the success of reinforcement learning on the large language model has shown that the policy gradient algorithm can enhance policy with huge action space. In this paper, we introduce ClothPPO, a framework that employs a policy gradient algorithm based on actor-critic architecture to enhance a pre-trained model with huge 10^6 action spaces aligned with observation in the task of unfolding clothes. To this end, we redefine the cloth manipulation problem as a partially observable Markov decision process. A supervised pre-training stage is employed to train a baseline model of our policy. In the second stage, the Proximal Policy Optimization (PPO) is utilized to guide the supervised model within the observation-aligned action space. By optimizing and updating the strategy, our proposed method increases the garment's surface area for cloth unfolding under the soft-body manipulation task. Experimental results show that our proposed framework can further improve the unfolding performance of other state-of-the-art methods.


A Multi-Agent Rollout Approach for Highway Bottleneck Decongenston in Mixed Autonomy

arXiv.org Artificial Intelligence

The integration of autonomous vehicles (AVs) into the existing transportation infrastructure offers a promising solution to alleviate congestion and enhance mobility. This research explores a novel approach to traffic optimization by employing a multi-agent rollout approach within a mixed autonomy environment. The study concentrates on coordinating the speed of human-driven vehicles by longitudinally controlling AVs, aiming to dynamically optimize traffic flow and alleviate congestion at highway bottlenecks in real-time. We model the problem as a decentralized partially observable Markov decision process (Dec-POMDP) and propose an improved multi-agent rollout algorithm. By employing agent-by-agent policy iterations, our approach implicitly considers cooperation among multiple agents and seamlessly adapts to complex scenarios where the number of agents dynamically varies. Validated in a real-world network with varying AV penetration rates and traffic flow, the simulations demonstrate that the multi-agent rollout algorithm significantly enhances performance, reducing average travel time on bottleneck segments by 9.42% with a 10% AV penetration rate.